How many here keep mason bees and clean the cocoons and save just the cocoons? I just did mine and ended up with a pint jar full. I also have some wooden blocks that are still out filled. I prefer plastic trays or cardboard tubes though. The latest is a paper lined cardboard tube. They are very easy to take care of.
We have mason bees. We bought them. I probably should go in during April or so and clean them out. I've heard it's to kill the parasitic bugs that kill the mason bees. We didn't really keep buying the bees because we have so many flowers that the bees come from other places to live in our yard. I've never got around to it because I"m so busy in the garden and flying hang gliders, white water kayaking, etc. during that time of year. I've said for years that someday things will settle down around here and I'll have time to do that. It hasn't seemed to happen during the last 10 years or so of very active gardening but we'll see......
John S
PDX OR
I separated the cocoons the first year or two I got started with Mason Bees. I wanted to know exactly how many I had since I was trying to increase their numbers and establish a decent sized population. I also figured maybe it helped them hatch a bit easier, without having to fight their way out of the tubes they were in. I don't bother anymore since I now have more bees than I know what to do with. I suppose it would help with mite control, since mites are mainly picked up as the bees hatch and attempt to reuse the old tubes before I remove them. I don't think mites are actually found inside the cocoons, but I don't know for sure. Anybody know?
Pollen mites only eat the pollen in the tube/hole and typically just starve the mason bee larva.
be aware that plastic holes (straws, etc) don't allow the moisture from the pollen to wick out, which can lead to moldy (IE dead) mason bees. 
Mason bees will disperse less if they exit from a tube vs loose cocoons. However, you should also seperate the cocoons from the mites if you can. Kind of a toss up to consider. there are also other predators that can slip into the straws (parasitic wasps, carpet beetles, chalkbrood) that will knock off your colony if you don't watch things. 
The main reason for harvesting mason bee cocoons out of nests is to keep parasites and predator numbers low. By opening up nests in the fall, mites can be removed and kept at a low level, various beetle larvae can be removed and destroyed, and cocoons can be candled to make sure the pesky parasitic wasps are not inside cocoons. When any of these pests increase in numbers they can wipe a population of bees out over several years. We have found that some locations are not prone to some pests. I wish we knew why!